STRATEGY VWAP MOMENTUM

20251212 (Friday, DoW=5)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 6

Periodo: 2025-12-12 10:08:00 - 2025-12-12 22:59:00

Exposure Days: 1

Trades per Day: 6.00

Avg Duration: 127.67 min

Median Duration: 90.00 min

PERFORMANCE

Total Profit: $6,090.00

Avg Profit: $1,015.00

Median Profit: $1,900.00

Std Profit: $1,895.93

Profit Factor: 3.25

WIN/LOSS

Win Rate: 60.0%

Winners / Losers: 3 / 2 (Ratio: 1:2)

Gross Profit: $8,800.00

Gross Loss: $-2,710.00

Avg Winner: $2,200.00

Avg Loser: $-1,355.00

Avg Winner / Avg Loser: (Ratio: 1:1.62)

Largest Winner: $2,500.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-2,710.00

Sharpe Ratio: 0.54

Sortino Ratio: 4.95

Ulcer Index: 18.53

EXIT REASONS

TARGET exits: 3 (50.0%)

STOP exits: 1 (16.7%)

EOD exits: 1 (16.7%)

LONG ENTRIES (BUY)

Total LONG: 1

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-1,210.00

Avg P&L: $-1,210.00

SHORT ENTRIES (SELL)

Total SHORT: 5

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $7,300.00

Avg P&L: $1,460.00

CUMULATIVE P&L